Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.24% | 5.45 CHF | 5.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 274,216 CHF | 274,876 CHF | 95.19% | 95.19% |
12/07/2024 | 0.25% | 5.47 CHF | 5.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 272,757 CHF | 273,443 CHF | 99.01% | 99.01% |
11/07/2024 | 0.25% | 5.40 CHF | 5.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 269,457 CHF | 270,133 CHF | 98.96% | 98.96% |
10/07/2024 | 0.26% | 5.30 CHF | 5.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,435 CHF | 263,108 CHF | 99.37% | 99.37% |
09/07/2024 | 0.28% | 5.18 CHF | 5.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 258,418 CHF | 259,150 CHF | 99.75% | 99.75% |
08/07/2024 | 0.26% | 5.25 CHF | 5.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,260 CHF | 263,939 CHF | 99.92% | 99.92% |
05/07/2024 | 0.25% | 5.23 CHF | 5.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,429 CHF | 263,084 CHF | 98.75% | 98.75% |
04/07/2024 | 0.26% | 5.28 CHF | 5.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 264,817 CHF | 265,496 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 5.27 CHF | 5.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 260,119 CHF | 260,787 CHF | 99.10% | 99.10% |
02/07/2024 | 0.26% | 5.11 CHF | 5.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,147 CHF | 252,805 CHF | 99.84% | 99.84% |